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TSS

Two Sigma Securities Portfolio holdings

AUM $861M
1-Year Est. Return 21.33%
This Fund
S&P 500
This Quarter Est. Return
-17.15%
1 Year Est. Return
+21.33%
3 Year Est. Return
+86.85%
5 Year Est. Return
+97.02%
10 Year Est. Return
+293.06%
AUM
$2.82B
AUM Growth
-$18M
Cap. Flow
+$775M
Cap. Flow %
27.45%
Top 10 Hldgs %
9.67%
Holding
3,026
New
940
Increased
665
Reduced
522
Closed
865

Top Buys

Rank Stock Value
1
NVDA icon
NVIDIA
NVDA
+$15.1M
2
AA icon
Alcoa
AA
+$7.48M
3
XLE icon
State Street Energy Select Sector SPDR ETF
XLE
+$6.82M
4
MU icon
Micron Technology
MU
+$6.56M
5
TSM icon
TSMC
TSM
+$6.42M

Top Sells

Rank Stock Value
1
BABA icon
Alibaba
BABA
+$9.07M
2
OXY icon
Occidental Petroleum
OXY
+$7.09M
3
LMT icon
Lockheed Martin
LMT
+$6.99M
4
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$6.92M
5
VRTX icon
Vertex Pharmaceuticals
VRTX
+$6.15M

Sector Composition

Rank Sector Weight
1 Technology 3.55%
2 Consumer Discretionary 2.24%
3 Healthcare 1.68%
4 Financials 1.47%
5 Industrials 1.08%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
MSTR icon
2626
Strategy Inc
MSTR
$35.2B
– –
-5,340
Closed -$260K
MT icon
2627
CALL
ArcelorMittal
MT
$56.3B
– –
-7,200
Closed -$230K
MT icon
2628
ArcelorMittal
MT
$56.3B
– –
-15,460
Closed -$453K
MTB icon
2629
CALL
M&T Bank
MTB
$36.8B
– –
-2,900
Closed -$492K
MTB icon
2630
PUT
M&T Bank
MTB
$36.8B
– –
-2,600
Closed -$441K
MTH icon
2631
PUT
Meritage Homes
MTH
$4.81B
– –
-5,400
Closed -$214K
MTN icon
2632
Vail Resorts
MTN
$5.3B
– –
-1,096
Closed -$268K
MTUM icon
2633
iShares MSCI USA Momentum Factor ETF
MTUM
$26.5B
– –
-3,147
Closed -$530K
MUB icon
2634
iShares National Muni Bond ETF
MUB
$45.4B
– –
-3,214
Closed -$352K
MUR icon
2635
Murphy Oil
MUR
$5.44B
– –
-5,908
Closed -$239K
MUX icon
2636
McEwen Inc
MUX
$1.11B
– –
-1,490
Closed -$13K
MVIS icon
2637
CALL
Microvision
MVIS
$84.5M
– –
-1,427
Closed -$100K
MVIS icon
2638
PUT
Microvision
MVIS
$84.5M
– –
-687
Closed -$48K
FEED
2639
ENvue Medical Inc
FEED
$2.12M
– –
-18
Closed -$45K
NCNA
2640
NuCana
NCNA
$5.7M
– –
-3
Closed -$13K
NCV
2641
Virtus Convertible & Income Fund
NCV
$384M
– –
-2,514
Closed -$51K
NEE icon
2642
NextEra Energy
NEE
$180B
– –
-5,482
Closed -$417K
NEM icon
2643
Newmont
NEM
$103B
– –
-34,077
Closed -$2.41M
NERV icon
2644
Minerva Neurosciences
NERV
$189M
– –
-2,140
Closed -$14K
NGD
2645
DELISTED
New Gold Inc
NGD
– –
-220,070
Closed -$396K
NIO icon
2646
CALL
NIO
NIO
$12B
– –
-116,100
Closed -$2.44M
NIO icon
2647
PUT
NIO
NIO
$12B
– –
-77,600
Closed -$1.63M
NKE icon
2648
Nike
NKE
$62.3B
– –
-8,768
Closed -$1.04M
NKX icon
2649
Nuveen California AMT-Free Quality Municipal Income Fund
NKX
$650M
– –
-10,524
Closed -$143K
NOC icon
2650
CALL
Northrop Grumman
NOC
$78.2B
– –
-1,600
Closed -$716K
104 105
106
107 108

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BCM
Benchstone Capital Management New York $860M AUM 32.46% 1-Year Est. Return
OAM
Ophir Asset Management Sydney, Australia $859M AUM 59.08% 1-Year Est. Return
NOCM
Night Owl Capital Management Greenwich, Connecticut $858M AUM 31.41% 1-Year Est. Return
QIM
Quest Investment Management Lake Oswego, Oregon $857M AUM 21.67% 1-Year Est. Return
RB
Rodgers Brothers Harmony, Pennsylvania $866M AUM 30.05% 1-Year Est. Return
OMG
One Madison Group New York $866M AUM 33.81% 1-Year Est. Return
MCM
Makena Capital Management Menlo Park, California $866M AUM 17.79% 1-Year Est. Return
NEPWA
New England Private Wealth Advisors Wellesley, Massachusetts $866M AUM 15.25% 1-Year Est. Return

Two Sigma Securities's Q2 2022 Portfolio in Review

As of Q2 2022, Two Sigma Securities held 3,026 positions worth $2.82B, down 0.63% from $2.84B the previous quarter. Its ten largest holdings account for 9.7% of the portfolio.

Two Sigma Securities deployed $775M of net new capital in Q2 2022, opening 940 new positions and adding to 665 existing holdings. Its largest new stake was State Street Energy Select Sector SPDR ETF: 170,100 shares worth $6.08M.

By sector, the portfolio is most concentrated in Technology at 3.6% of assets, up from 3.5% a quarter earlier, followed by Consumer Discretionary and Healthcare.

On the sell side, the largest reduction was Alibaba, an estimated $9.07M trimmed.

  • Two Sigma Securities's largest Q2 2022 buy was State Street Energy Select Sector SPDR ETF: 170,100 shares worth $6.08M.
  • Two Sigma Securities added most to NVIDIA in Q2 2022, an estimated $15.1M increase.
  • Two Sigma Securities's biggest Q2 2022 reduction was Alibaba, cutting an estimated $9.07M.
  • Two Sigma Securities fully exited Occidental Petroleum in Q2 2022, selling an estimated $7.09M.
  • Two Sigma Securities's ten largest holdings make up 9.7% of its $2.82B portfolio in Q2 2022.
  • Two Sigma Securities opened 940 new positions and closed 865 in Q2 2022.
  • Two Sigma Securities's portfolio value fell 0.63% quarter-over-quarter to $2.82B.

Based on Two Sigma Securities's 13F filing for Q2 2022, filed 15 Aug 2022.